GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 48,313
COMMITMENTS
2,571 874 2 45,690 47,015 48,263 47,891 50 422
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 6,366)
102 -10 0 6,300 6,396 6,402 6,386 -36 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 1.8 0.0 94.6 97.3 99.9 99.1 0.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
2 2 1 43 47 45 50
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,788
COMMITMENTS
0 0 0 10,593 10,641 10,593 10,641 195 147
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: -139)
0 0 0 -126 -121 -126 -121 -13 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.2 98.6 98.2 98.6 1.8 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 0 0 27 31 27 31
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 10,239
COMMITMENTS
177 243 249 8,633 8,525 9,059 9,017 1,180 1,222
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 263)
7 -32 -35 253 341 225 274 38 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 2.4 2.4 84.3 83.3 88.5 88.1 11.5 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 2 4 38 41 42 45
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 8,113
COMMITMENTS
658 50 85 6,703 7,013 7,446 7,148 667 965
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 209)
80 10 -36 192 185 236 159 -27 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 0.6 1.0 82.6 86.4 91.8 88.1 8.2 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
4 1 3 46 51 51 55
FUEL OIL CARGOES B PLATTS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165H
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,930
COMMITMENTS
4 0 59 2,920 2,332 2,983 2,391 947 1,539
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 166)
0 0 0 173 40 173 40 -7 126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.0 1.5 74.3 59.3 75.9 60.8 24.1 39.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 19 21 20 22
EAST WEST FUEL OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165I
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,826
COMMITMENTS
525 90 30 1,567 2,378 2,122 2,498 704 328
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 44)
-150 -5 5 153 6 8 6 36 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 3.2 1.1 55.4 84.1 75.1 88.4 24.9 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 16 16 18 17
SING 380 FUEL OIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,197
COMMITMENTS
63 50 96 1,588 1,779 1,747 1,925 450 272
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 2.3 4.4 72.3 81.0 79.5 87.6 20.5 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 3 18 19 21 22
GULF 3% FUEL OIL BALMO SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165R
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,787
COMMITMENTS
0 0 0 1,779 1,787 1,779 1,787 8 0
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.6 100.0 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 13 16 13 16
NY 1% V GULF 3% FUEL OIL SPR - NEW YORK MERCANTILE EXCHANGE Code-02165T
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 GALLONS) OPEN INTEREST: 9,879
COMMITMENTS
0 0 0 9,784 9,587 9,784 9,587 95 292
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 1,282)
0 0 0 1,282 1,282 1,282 1,282 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.0 97.0 99.0 97.0 1.0 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 26 19 26 19
GULF NO6 FO 3% v EUR 3.5% RDAM - NEW YORK MERCANTILE EXCHANGE Code-021A28
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,110
COMMITMENTS
0 3,469 20 24,090 20,621 24,110 24,110 0 0
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 3,447)
0 155 -10 3,457 3,302 3,447 3,447 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 14.4 0.1 99.9 85.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 1 1 33 25 34 26
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 365,716
COMMITMENTS
46,813 25,436 58,112 220,982 256,506 325,907 340,054 39,809 25,662
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: -324)
5,971 -2,215 -3,600 -5,612 9,207 -3,240 3,391 2,916 -3,716
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 7.0 15.9 60.4 70.1 89.1 93.0 10.9 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
39 25 45 71 91 138 138
HEATING OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-022653
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 105,019
COMMITMENTS
42 5,325 29,315 70,854 67,571 100,211 102,211 4,808 2,808
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 6,930)
11 -750 2,813 4,174 4,865 6,997 6,928 -67 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.1 27.9 67.5 64.3 95.4 97.3 4.6 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 8 9 13 13 22 22
SING GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265J
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1000 BARRELS) OPEN INTEREST: 16,287
COMMITMENTS
887 780 199 15,176 15,276 16,262 16,255 25 32
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: -25)
25 -200 -25 -50 175 -50 -50 25 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 4.8 1.2 93.2 93.8 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
5 4 4 48 34 55 41
SING GASOIL/RDAM GASOIL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02265T
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,656
COMMITMENTS
636 1,341 208 6,798 6,023 7,642 7,572 14 84
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 408)
20 116 88 300 150 408 354 0 54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 17.5 2.7 88.8 78.7 99.8 98.9 0.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 5 2 23 19 29 24
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,017,077
COMMITMENTS
158,682 327,392 355,541 421,027 285,340 935,251 968,273 81,826 48,805
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: -38,330)
-10,080 -17,193 -11,350 -11,368 -8,239 -32,797 -36,782 -5,533 -1,548
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 32.2 35.0 41.4 28.1 92.0 95.2 8.0 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 325)
97 124 146 85 79 275 269
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 38,938
COMMITMENTS
0 768 0 29,420 34,733 29,420 35,501 9,518 3,437
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.0 0.0 75.6 89.2 75.6 91.2 24.4 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 14 14 14 15
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 34,417
COMMITMENTS
2,147 0 1,882 26,594 27,132 30,623 29,014 3,794 5,403
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 145)
455 0 30 -340 75 145 105 0 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 0.0 5.5 77.3 78.8 89.0 84.3 11.0 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 0 3 15 15 18 18
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-02365U
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 1,621,462
COMMITMENTS
81,727 76,907 520,817 1014057 1020617 1616601 1618341 4,861 3,121
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: -98,450)
-13,247 -10,150 -46,995 -37,127 -40,144 -97,369 -97,289 -1,081 -1,161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 4.7 32.1 62.5 62.9 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
40 32 59 69 68 135 133
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE Code-023A84
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 10,000 MMBTU'S) OPEN INTEREST: 54,264
COMMITMENTS
5,488 10,661 27,391 19,735 15,482 52,613 53,534 1,651 730
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 1,872)
85 650 1,161 -105 181 1,141 1,992 731 -121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 19.6 50.5 36.4 28.5 97.0 98.7 3.0 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
12 10 18 16 21 37 41
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 72,211
COMMITMENTS
0 8,011 2,659 65,664 57,550 68,323 68,220 3,888 3,991
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 86)
0 548 60 88 -522 148 86 -62 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.1 3.7 90.9 79.7 94.6 94.5 5.4 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 3 3 16 23 19 26
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 66,827
COMMITMENTS
4,179 4,077 738 53,131 52,989 58,048 57,804 8,779 9,023
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: -175)
0 0 0 -172 -90 -172 -90 -2 -85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 6.1 1.1 79.5 79.3 86.9 86.5 13.1 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 15 17 16 19
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 112,646
COMMITMENTS
4,732 579 4,070 93,603 103,077 102,405 107,726 10,241 4,920
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 634)
293 23 -115 1,313 847 1,491 754 -857 -121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 0.5 3.6 83.1 91.5 90.9 95.6 9.1 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 1 3 24 26 28 29
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 2,393,356
COMMITMENTS
459,995 80,718 668,431 1233111 1617915 2361537 2367064 31,819 26,292
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: -71,286)
-18,847 3,852 -25,680 -30,150 -53,245 -74,677 -75,073 3,391 3,787
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 3.4 27.9 51.5 67.6 98.7 98.9 1.3 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
41 20 50 95 87 155 139
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 951,104
COMMITMENTS
164,104 101,538 161,802 619,358 682,975 945,264 946,315 5,840 4,789
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: -58,706)
-13,789 -29,218 -8,285 -36,499 -22,741 -58,573 -60,244 -133 1,538
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 10.7 17.0 65.1 71.8 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
20 27 36 45 39 85 82
CHICAGO ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 19,382
COMMITMENTS
168 950 65 18,747 17,962 18,980 18,977 402 405
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 1,480)
-23 0 -30 1,450 1,532 1,397 1,502 83 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 4.9 0.3 96.7 92.7 97.9 97.9 2.1 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
2 3 1 39 45 41 49
NEW YORK ETHANOL SWAP - NEW YORK MERCANTILE EXCHANGE Code-025652
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 1,609
COMMITMENTS
0 0 0 1,550 1,579 1,550 1,579 59 30
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 25)
0 0 0 -28 25 -28 25 53 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 96.3 98.1 96.3 98.1 3.7 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 12 16 12 16
JAPAN C&F NAPHTHA SWAP - NEW YORK MERCANTILE EXCHANGE Code-03265C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,575
COMMITMENTS
28 0 40 1,048 1,064 1,116 1,104 459 471
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 20)
6 0 0 -73 -105 -67 -105 87 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.0 2.5 66.5 67.6 70.9 70.1 29.1 29.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 18 20 19 21
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 197,841
COMMITMENTS
18,259 2,154 22,023 155,159 172,235 195,441 196,413 2,400 1,428
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: -2,224)
1,096 -956 1,097 -4,860 -2,993 -2,667 -2,852 442 628
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 1.1 11.1 78.4 87.1 98.8 99.3 1.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 6 7 32 33 40 41
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 7,187
COMMITMENTS
172 343 0 5,673 5,996 5,845 6,339 1,342 848
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 4.8 0.0 78.9 83.4 81.3 88.2 18.7 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 0 11 12 13 13
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 26,563
COMMITMENTS
105 1,016 2,281 22,699 22,058 25,085 25,355 1,477 1,208
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 489)
12 56 6 690 409 708 471 -219 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 3.8 8.6 85.5 83.0 94.4 95.5 5.6 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 2 1 24 22 25 25
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 10,644
COMMITMENTS
686 852 194 7,681 8,588 8,561 9,634 2,083 1,010
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: -8)
0 0 0 -6 -10 -6 -10 -2 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 8.0 1.8 72.2 80.7 80.4 90.5 19.6 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 2 3 17 16 20 20
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 28,307
COMMITMENTS
2,246 3,060 492 22,747 23,347 25,485 26,899 2,822 1,408
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 2)
-16 0 2 0 0 -14 2 16 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 10.8 1.7 80.4 82.5 90.0 95.0 10.0 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 1 2 23 21 26 24
AEP DAYTON OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465O
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,748
COMMITMENTS
120 30 92 10,709 10,166 10,921 10,288 827 1,460
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 56)
-66 30 -30 186 56 90 56 -34 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.3 0.8 91.2 86.5 93.0 87.6 7.0 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 2 16 15 18 17
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,625
COMMITMENTS
0 782 348 10,205 9,593 10,553 10,723 1,072 902
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 58)
0 34 0 58 0 58 34 0 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.7 3.0 87.8 82.5 90.8 92.2 9.2 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 2 20 17 22 19
CINERGY CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A01
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 17,337
COMMITMENTS
330 441 381 14,386 15,091 15,097 15,913 2,240 1,424
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: -2,582)
0 -88 3 -2,585 -3,097 -2,582 -3,182 0 600
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 2.5 2.2 83.0 87.0 87.1 91.8 12.9 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 2 17 16 20 18
PJM N ILL PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A34
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 50,656
COMMITMENTS
0 398 0 50,294 49,919 50,294 50,317 362 339
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 21)
0 0 0 21 21 21 21 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.0 99.3 98.5 99.3 99.3 0.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 14 13 14 14
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 749,355
COMMITMENTS
0 22,775 0 749,355 726,580 749,355 749,355 0 0
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 3,110)
0 0 0 3,110 3,110 3,110 3,110 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.0 0.0 100.0 97.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 0 14 13 14 14
PJM PPL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A53
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 358,308
COMMITMENTS
31,732 0 9,408 317,168 348,900 358,308 358,308 0 0
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 0.0 2.6 88.5 97.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 1 8 11 10 12
PJM PSEG PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A54
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 47,131
COMMITMENTS
0 0 0 47,131 47,131 47,131 47,131 0 0
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 14 13 14 13
PJM PSEG OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A55
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 848,762
COMMITMENTS
0 0 0 848,762 848,762 848,762 848,762 0 0
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 14 11 14 11
PJM WESTERN PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A56
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 149,052
COMMITMENTS
1,516 0 1,039 146,283 147,990 148,838 149,029 214 23
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.7 98.1 99.3 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 0 1 20 25 22 26
PJM WESTERN OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A57
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 MEGAWATT HOURS) OPEN INTEREST: 2,571,171
COMMITMENTS
0 22,929 17,958 2553213 2530284 2571171 2571171 0 0
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 768)
0 -1,920 0 768 2,688 768 768 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.9 0.7 99.3 98.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
0 1 1 18 27 19 28
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 45,981
COMMITMENTS
3,002 1,842 1,580 41,376 42,559 45,958 45,981 23 0
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 4.0 3.4 90.0 92.6 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 3 3 27 19 31 24
PJM WESTERN OFF PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A59
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 1,171,978
COMMITMENTS
48,634 37,365 15,080 1108264 1119533 1171978 1171978 0 0
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 1,920)
0 0 0 1,920 1,920 1,920 1,920 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 3.2 1.3 94.6 95.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 2 2 27 19 31 22
ISO NEW ENG INT HUB PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A60
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 52,873
COMMITMENTS
105 1,191 84 52,554 51,320 52,743 52,595 130 278
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 3,741)
-84 1,191 0 3,825 2,550 3,741 3,741 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 2.3 0.2 99.4 97.1 99.8 99.5 0.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 1 19 20 20 22
MW IND TR REAL TIME PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A61
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 14,014
COMMITMENTS
650 851 1,145 12,219 12,018 14,014 14,014 0 0
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 6.1 8.2 87.2 85.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 3 10 10 13 13
MW IND TRANS PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A62
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 20,665
COMMITMENTS
0 69 0 20,665 20,491 20,665 20,560 0 105
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 0.0 100.0 99.2 100.0 99.5 0.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 11 13 11 14
PJM N ILL HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A63
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 40,615
COMMITMENTS
170 3,465 820 39,434 36,223 40,424 40,508 191 107
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 8.5 2.0 97.1 89.2 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 2 16 13 18 15
NYISO ZONE G 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A68
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 80 Megawatt Hours) OPEN INTEREST: 24,273
COMMITMENTS
556 427 212 23,250 23,544 24,018 24,183 255 90
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 722)
0 -18 0 723 740 723 723 -0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 1.8 0.9 95.8 97.0 99.0 99.6 1.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 1 15 15 18 17
ISO NEW ENG CONN OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A71
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 392,384
COMMITMENTS
0 0 0 392,384 392,384 392,384 392,384 0 0
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 23,520)
0 0 0 23,520 23,520 23,520 23,520 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 14 8 14 8
ISO NEW ENG HUB OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A78
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 965,012
COMMITMENTS
25,849 9,805 3,840 935,323 951,367 965,012 965,012 0 0
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 21,970)
-1,550 0 0 23,520 21,970 21,970 21,970 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 1.0 0.4 96.9 98.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 1 1 20 22 23 24
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 901,898
COMMITMENTS
115,473 0 9,927 776,498 891,971 901,898 901,898 0 0
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 0.0 1.1 86.1 98.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 1 17 10 19 11
NYISO ZONE A 5MW OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A82
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatt Hours) OPEN INTEREST: 169,610
COMMITMENTS
0 6,005 0 169,610 163,605 169,610 169,610 0 0
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.5 0.0 100.0 96.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 12 12 12 13
MW CINERGY OFF PEAK CAL MONTH - NEW YORK MERCANTILE EXCHANGE Code-064A88
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 5 Megawatts Per Hour) OPEN INTEREST: 335,408
COMMITMENTS
10,656 0 0 324,752 335,408 335,408 335,408 0 0
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: -6,384)
0 0 0 -6,384 -6,384 -6,384 -6,384 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.0 0.0 96.8 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 10 13 11 13
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665O
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 23,212
COMMITMENTS
140 10 45 22,666 22,471 22,851 22,526 361 686
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 417)
-20 0 0 454 456 434 456 -17 -39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.2 97.6 96.8 98.4 97.0 1.6 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 1 2 35 35 37 37
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665P
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 12,300
COMMITMENTS
288 23 139 11,688 11,784 12,115 11,946 185 354
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 3)
10 0 0 -7 3 3 3 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.2 1.1 95.0 95.8 98.5 97.1 1.5 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 2 2 20 21 24 23
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665Q
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 8,892
COMMITMENTS
30 95 130 8,379 8,200 8,539 8,425 353 467
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 260)
30 0 -20 260 270 270 250 -10 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 1.1 1.5 94.2 92.2 96.0 94.7 4.0 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 1 25 22 26 24
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-06665R
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 11,887
COMMITMENTS
145 0 0 10,551 10,694 10,696 10,694 1,191 1,193
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 76)
0 0 0 -2 76 -2 76 78 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 0.0 88.8 90.0 90.0 90.0 10.0 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 19 17 20 17
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,738,482
COMMITMENTS
320,247 119,638 942,827 1386934 1597306 2650007 2659771 88,475 78,712
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 33,347)
518 -19,594 19,065 11,938 25,863 31,521 25,335 1,826 8,013
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 4.4 34.4 50.6 58.3 96.8 97.1 3.2 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 363)
145 102 189 98 103 332 315
CRUDE OIL CAL SPREAD OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-067657
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 319,048
COMMITMENTS
155,310 30,877 33,255 127,070 249,340 315,635 313,472 3,413 5,576
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: -5,768)
-2,139 -1,766 -491 -2,718 -2,884 -5,349 -5,141 -419 -626
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.7 9.7 10.4 39.8 78.2 98.9 98.3 1.1 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
7 15 18 25 25 43 47
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 216,180
COMMITMENTS
55,841 18,998 5,188 119,221 143,922 180,250 168,108 35,930 48,072
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 2,656)
-602 -170 714 2,284 442 2,396 986 260 1,670
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 8.8 2.4 55.1 66.6 83.4 77.8 16.6 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
7 8 10 20 21 33 33
EUR STYLE CRUDE OIL OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 121,162
COMMITMENTS
18,431 2,723 24,644 74,447 90,996 117,522 118,362 3,640 2,800
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 972)
289 -307 -803 1,317 1,862 804 752 168 220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 2.2 20.3 61.4 75.1 97.0 97.7 3.0 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
25 7 27 27 25 60 54
CRUDE OIL AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 541,049
COMMITMENTS
26,201 5,729 104,558 393,732 414,901 524,491 525,188 16,558 15,861
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 4,288)
-1,280 1,105 1,031 4,472 2,196 4,223 4,333 65 -44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 1.1 19.3 72.8 76.7 96.9 97.1 3.1 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
11 3 14 34 35 48 49
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,610
COMMITMENTS
150 1,427 323 22,125 20,860 22,598 22,610 12 0
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: -40)
0 0 0 -40 -40 -40 -40 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 6.3 1.4 97.9 92.3 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
1 8 4 39 38 43 47
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 78,266
COMMITMENTS
3,037 17,733 8,920 63,850 46,541 75,807 73,194 2,459 5,072
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: -21)
7 199 -81 283 -169 209 -51 -230 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 22.7 11.4 81.6 59.5 96.9 93.5 3.1 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 8 13 25 22 39 36
BRENT FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765J
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 36,161
COMMITMENTS
2,359 4,898 3,225 27,234 24,633 32,818 32,756 3,343 3,405
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: -216)
-352 -1,001 278 -73 212 -147 -511 -69 295
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 13.5 8.9 75.3 68.1 90.8 90.6 9.2 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 5 5 16 17 21 25
BRENT-DUBAI SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765O
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,920
COMMITMENTS
2,000 150 0 12,920 14,695 14,920 14,845 0 75
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 210)
0 0 0 210 210 210 210 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 1.0 0.0 86.6 98.5 100.0 99.5 0.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 0 20 18 23 19
BRENT CRUDE OIL LAST DAY - NEW YORK MERCANTILE EXCHANGE Code-06765T
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,506
COMMITMENTS
3,235 1,192 4,562 9,122 11,207 16,919 16,961 4,587 4,545
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: -538)
-245 -247 219 -653 -339 -680 -368 142 -171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 5.5 21.2 42.4 52.1 78.7 78.9 21.3 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 4 10 11 10 21 20
EUR STYLE BRENT OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765X
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,986
COMMITMENTS
2,518 2,631 2,230 19,193 19,240 23,941 24,102 1,045 885
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: -526)
117 -424 -44 -678 -25 -606 -494 80 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 10.5 8.9 76.8 77.0 95.8 96.5 4.2 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
7 14 13 19 22 35 40
BRENT AVG PRICE OPTIONS - NEW YORK MERCANTILE EXCHANGE Code-06765Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 92,395
COMMITMENTS
8,590 1,582 9,409 60,860 67,137 78,859 78,128 13,536 14,267
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 2,874)
363 171 937 2,321 2,264 3,622 3,372 -748 -498
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 1.7 10.2 65.9 72.7 85.4 84.6 14.6 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 1 4 18 19 24 23
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 21,831
COMMITMENTS
14,010 1,754 437 5,441 18,985 19,888 21,176 1,942 655
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: -328)
-525 2 -13 321 -331 -218 -342 -111 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.2 8.0 2.0 24.9 87.0 91.1 97.0 8.9 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
62 20 8 28 37 95 61
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 45,857
COMMITMENTS
28,214 1,272 736 9,409 42,564 38,359 44,572 7,499 1,286
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: -2,142)
-1,975 -393 -98 -294 -1,527 -2,368 -2,018 225 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.5 2.8 1.6 20.5 92.8 83.6 97.2 16.4 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
96 12 10 23 39 123 58
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 274,940
COMMITMENTS
74,307 22,674 37,391 144,151 201,599 255,849 261,664 19,091 13,277
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: -3,517)
7,291 1,349 -2,894 -8,994 -476 -4,596 -2,022 1,079 -1,495
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 8.2 13.6 52.4 73.3 93.1 95.2 6.9 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
69 16 48 71 85 157 137
RBOB CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-11165K
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 25,382
COMMITMENTS
10,003 0 238 8,969 21,142 19,210 21,380 6,172 4,002
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 1,236)
1,337 0 0 -174 766 1,163 766 73 470
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.4 0.0 0.9 35.3 83.3 75.7 84.2 24.3 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 0 3 17 21 21 24
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,352
COMMITMENTS
264 0 300 4,738 5,002 5,302 5,302 50 50
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 113)
-50 0 0 163 113 113 113 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 0.0 5.6 88.5 93.5 99.1 99.1 0.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 0 2 26 29 29 31
UP DOWN GC ULSD VS HO SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-022A13
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 57,418
COMMITMENTS
500 25 25 56,008 57,230 56,533 57,280 885 138
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 2,350)
0 -150 -50 2,415 2,550 2,365 2,350 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 0.0 97.5 99.7 98.5 99.8 1.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
1 1 1 43 37 45 38
GULF JET NY HEAT OIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 GALLONS) OPEN INTEREST: 20,138
COMMITMENTS
0 0 0 20,018 20,138 20,018 20,138 120 0
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: -90)
0 0 0 -90 -90 -90 -90 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.4 100.0 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 22 17 22 17
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,101
COMMITMENTS
50 3,846 0 6,051 2,255 6,101 6,101 0 0
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 500)
0 400 0 500 100 500 500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 63.0 0.0 99.2 37.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 4 0 25 16 26 20
GULF # 6 FUEL OIL CRACK SWAP - NEW YORK MERCANTILE EXCHANGE Code-86565A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 10,731
COMMITMENTS
1,531 0 120 8,816 10,468 10,467 10,588 264 143
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 107)
100 0 -35 42 142 107 107 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 0.0 1.1 82.2 97.5 97.5 98.7 2.5 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 0 1 24 22 26 23
3.5% FUEL OIL RDAM CRACK SPR - NEW YORK MERCANTILE EXCHANGE Code-86565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,385
COMMITMENTS
1,080 3,370 511 19,656 17,399 21,247 21,280 138 105
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 195)
96 432 -103 202 -134 195 195 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 15.8 2.4 91.9 81.4 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
5 5 4 41 39 49 45
NAPHTHA CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86665A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,389
COMMITMENTS
3,679 0 220 10,286 13,996 14,185 14,216 204 173
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 695)
129 0 -129 645 750 645 621 50 74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 0.0 1.5 71.5 97.3 98.6 98.8 1.4 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
6 0 1 25 29 31 30
GASOIL CRACK SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86765C
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 29,428
COMMITMENTS
10,870 1,153 930 16,926 26,565 28,726 28,648 702 780
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: -966)
-1,900 90 228 706 -1,224 -966 -906 0 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.9 3.9 3.2 57.5 90.3 97.6 97.3 2.4 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
10 6 8 31 29 43 42
EUROBOB OXY NWE CRK SPR - NEW YORK MERCANTILE EXCHANGE Code-967654
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,561
COMMITMENTS
2,843 0 42 8,205 12,870 11,090 12,912 4,471 2,649
CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 1,395)
89 -166 -9 1,550 1,458 1,630 1,283 -235 112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 0.0 0.3 52.7 82.7 71.3 83.0 28.7 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 0 1 13 19 16 20
Updated September 2, 2011